Monte Carlo statistical methods
By: Christian P. Robert, George Casella.
Contributors: Casella, George.
Series: Springer texts in statistics
Publisher: Springer
Published: 1999
Place of publication: New York
Language: eng
Number of pages: 507
Subjects: Mathematical statistics.; Monte Carlo method.
Description: "Monte Carlo statistical methods, particularly those based on Markov chains, have now matured to be part of the standard set of techniques used by statisticians. Written as a self-contained logical development of the subject, this book will be suitable as an introduction to the field or as a textbook intended for a second-year graduate course. The reader is not assumed to have any familiarity with Monte Carlo techniques (such as random variable generation), or with any Markov chain theory."--BOOK JACKET.
Notes: Includes bibliographical references (p. [459]-487) and index.